Shutting down, a dialog appears

i'll go to the point. during the shut down of my laptop, or even log off, a dialog appears.
it goes this way, when the desktop items are no longer visible and the taskbar is closed already, the dialog appears.
i can't show you a picture of it because i can't print screen it because as i was saying it appears during download and it is fast. my guess (only) is that it is the same dialog that appears when there is a program forced to end. it has two buttons at the lower right, which again i guess, it says end process and cancel.. but then again, the system does not wait for the user input and shuts down/logs off. can someone help me or at least explain why is this so?

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